We've had the most success with DUO eyelash glue (both regular and waterproof, although the waterproof is more difficult to wash out of your hair after!).
You can find this at most drugstores or makeup stores.
We recommend using an oil-based product to remove it from your hair. You can also remove it by slathering your hair in conditioner, and letting the hot water in the shower soften the glue as you slowly and gently comb it out (if you like your hair - be patient!).